Xianming Sun

姓名:SUN Xianming

系:Department of Financial Engineering

E-mailxianming.sun@zuel.edu.cn

职称:Associate Professor


研究方向:

Financial Engineering: Option Pricing, Portfolios;

FinTech: Data Asset Pricing, Financial Machine Learning.


个人简历

SUN Xianming is an associate professor of finance at School of Finance, Zhongnan University of Economics and Law (ZUEL), and serves as the deputy executive director of Innovation and Talent Base for Digital Technology and Finance. He joined ZUEL as a lecturer after completing a double-degree Ph.D. in mathematics from Central South University and Ghent University in 2016. His research interests include numerical methods in financial engineering, portfolio theory, asset pricing, Fintech, and so on. His research has been published in the leading economics and finance journals, including Journal of Economic Dynamics and Control, Journal of Futures Markets, Energy Economics, among others.

学术成果:论文(近三年)

1. Lin Q, Luo Y, Sun X. Robust investment strategies with two risky assets[J]. Journal of Economic Dynamics and Control, 2022, 134: 104275.


2. Ren X, Tong Z, Sun X, et al. Dynamic impacts of energy consumption on economic growth in China: Evidence from a non-parametric panel data model[J]. Energy Economics, 2022, 107: 105855.


3. Lin Q, Sun X, Zhou C. Horizon-unbiased investment with ambiguity[J]. Journal of Economic Dynamics and Control, 2020, 114: 103896.


学术成果:著作、教材(近三年)

学术成果:课题(近三年)

1. “Research on Performance Competition of Institutional Investors, Information Production and Expectation Management.” National Natural Science Foundation, 2022.01-2024.12, Project leader.


2. “Expiration Effect, Market Manipulation and Information Efficiency under The Exercise Delivery Mechanism of Stock Options in China.” National Natural Science Foundation, 2019.01-2021.12, Project leader.


3. “Research on Prevention and Resolution of Major Risks in Capital Market under the New Situation.” the Major Program of the National Social Science Foundation of China, 2019-2020, Main Participant.


4. “Research on Complex Teamwork Behavior and Incentive Strategy under Uncertainty.” National Natural Science Foundation, 2019.01-2022.12, Main Participant.


5. “Study on Formation Mechanism and Market Evolution Mechanism of International Natural Gas Price Behavior.” National Natural Science Foundation, 2019.01-2022.12, Main Participant.


6. “Numerical Analysis of Two Kinds of Stochastic Evolution Equations.” National Natural Science Foundation, 2017.01-2020.12, Main Participant.


学术成果:获奖(近三年)

 “Virtual Simulation Experiment of Financial Derivatives Design and Risk Management.”Co-head of Provincial First-class Courses in Hubei Province. 2021.